摘要
本文针对中国证券市场沪深300指数期货即将试行的情况,用多元统计分析的多元回归分析方法,探讨影响恒生指数期货走势的相关因素,并在此基础上,提出恒生指数期货(以下简称恒指期货)的回归预测模型,据此可对恒指期货的收盘价进行预测,供管理层和投资者在实际操作中参考.
In this paper, according to the situation of immediate issuing of Hushen 300 index future in Chinese stock market, multivariate linear regression analysis is contributed to discuss the factors influencing the trend of HSI future. Besides, the paper proposes the regression forecasting model which can be used by administrators and investors as reference in predicting the closing prices of HSI futures.
出处
《数学理论与应用》
2007年第2期88-91,共4页
Mathematical Theory and Applications
关键词
恒生指数期货
多元线性回归
相关分析
预测
HSI future
Multivariate linear regression
Correlation analysis
Forecasting
